Can we say : i need to start to collect/gather documents one and half a year ahead of time? Or what do we need to say when we're talking in advance?
The answer depends on the context. You could say
I should start collecting documents a year and a half in advance of applying to graduate school.
I plan to apply to graduate school. I need to start collecting documents a year and a half in advance.
In the second version "in advance of applying" is implied.
Note. I think "to start to collect" is awkward. "Year and a half" is more idiomatic than "one and a half years".